@swiftwing you are not doing anything wrong, in this implementation of Dynamo for AutoCAD and Civil 3D not all the objects have been implemented.
At the moment Line, Polyline, Polyline3d, Circle, Solid, Face, Mesh are the classes supported.
Bear in mind aslo there are differences between what you can read from the DWG into Dynamo and what you can write from Dynamo into the DWG.

Is there any other way to make an arc now ? I mostly need to make arc to transfer it to feature line so i can use it as baseline for a corridor. Could it be done with python, that you make feature line from arc and then export feature line ?

Yes it could be done in Python but also consider this, the arc is going to be tessellated once it is converted into a feature line. You could do this tessellation in Dynamo using PointAtParameter on the arc, and then use the points to create a Polyline in AutoCAD to convert to a featureline.
I know it’s a workaround, but it will do for the time being.